Brownian Walk

Brownian walks, a fundamental type of random walk, are being actively investigated for their applications in diverse fields, from biostatistics to optimization problems. Current research focuses on understanding the conditions under which Brownian walks transition to Lévy walks, particularly exploring the role of destination attractiveness and the emergence of Cauchy walks in goal-oriented tasks, often using novel computational models and algorithms like the Virtual Brownian Tree. These studies are improving our understanding of stochastic processes in complex systems and informing the development of more efficient algorithms for simulating stochastic differential equations and solving optimization problems.

Papers